Rapport Backtest

Stratégie · RsiOversold   |   Ticker · AAPL   |   2015-01-02 → 2025-10-31
Capital Final 18,240.97 €
P&L +8240.97 € (+82.41%)
Total Trades 14
Max Drawdown 9.81%
Sharpe
0.76
Sortino
0.64
Calmar
0.58

Equity Curve

Underwater Curve

Performance

CAGR5.72%
Ulcer Index0.03
Expectancy588.64

Trades Overview

Total14 Win Rate85.71%
Profit Factor14.66 Payoff Ratio2.44

Métriques Rolling

Heatmap Rendements Mensuels

Tableau des Trades

Open Close Side Size Entry Exit Net PnL Ret % Dur (j)
2015-06-30 04:00:00 2016-08-10 04:00:00 Long 15 28.11 24.89 -344.43 -11.45% 407
2016-09-12 04:00:00 2017-01-26 05:00:00 Long 15 23.57 28.00 540.66 18.80% 136
2017-06-13 04:00:00 2017-11-07 05:00:00 Long 15 34.26 40.53 564.34 18.30% 147
2018-01-30 05:00:00 2018-08-03 04:00:00 Long 15 38.82 48.81 808.59 25.71% 184
2018-11-06 05:00:00 2019-03-18 04:00:00 Long 15 47.90 44.30 -259.02 -7.51% 131
2019-05-14 04:00:00 2019-10-28 04:00:00 Long 15 44.74 59.44 1117.51 32.87% 167
2020-02-25 05:00:00 2020-06-10 04:00:00 Long 15 72.89 84.25 579.26 15.58% 105
2020-09-21 04:00:00 2021-07-06 04:00:00 Long 15 101.74 136.68 1292.87 34.35% 288
2021-09-21 04:00:00 2021-11-23 05:00:00 Long 15 140.97 157.58 498.31 11.78% 63
2022-01-21 05:00:00 2022-08-16 04:00:00 Long 15 161.28 169.68 226.80 5.21% 206
2022-09-01 04:00:00 2023-07-03 04:00:00 Long 15 154.28 191.20 1070.59 23.93% 305
2023-08-07 04:00:00 2024-06-12 04:00:00 Long 15 180.21 205.68 662.25 14.13% 310
2024-08-06 04:00:00 2024-12-10 05:00:00 Long 15 204.21 245.44 989.49 20.19% 126
2025-01-13 05:00:00 2025-09-23 04:00:00 Long 15 232.82 255.26 493.75 9.64% 252